I've never shoplifted - I didn't see the point. If I could not afford it and my parents would not get it for me, I just would not own it.
That said, I used to fantasize, when I entered a store, about what I could take and how I would do it. It wasn't even about the item I imagined pilfering. I just loved challenges and trying to figure out ways to succeed. I often did this with other scenarios that didn't involve theft, as well, like routes to escape in a fire and what I would do if someone came in to rob the store.
Of course, if I had ever gone through with it, I would have just ended up taking it back by figuring a sneaky way to return it without getting caught.